ETH-USD vs. VFH
ETH-USD (Ethereum) is a cryptocurrency, while VFH (Vanguard Financials ETF) is Financials Equities fund tracking the MSCI US Investable Market Financials 25/50 Index. Over the past 10 years, ETH-USD returned 61.34%/yr vs 12.59%/yr for VFH. At a 0.13 correlation, their price movements are largely independent.
Performance
ETH-USD vs. VFH - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -43.98% return, which is significantly lower than VFH's -4.26% return. Over the past 10 years, ETH-USD has outperformed VFH with an annualized return of 61.34%, while VFH has yielded a comparatively lower 12.59% annualized return.
ETH-USD
- 1D
- -1.64%
- 1M
- -28.55%
- YTD
- -43.98%
- 6M
- -46.81%
- 1Y
- -33.81%
- 3Y*
- -3.34%
- 5Y*
- -8.64%
- 10Y*
- 61.34%
VFH
- 1D
- -0.53%
- 1M
- 1.01%
- YTD
- -4.26%
- 6M
- -1.64%
- 1Y
- 4.15%
- 3Y*
- 18.86%
- 5Y*
- 8.65%
- 10Y*
- 12.59%
ETH-USD vs. VFH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -43.98% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
VFH Vanguard Financials ETF | -4.26% | 14.91% | 30.44% | 14.17% | -12.31% | 35.22% | -1.96% | 31.57% | -13.52% | 19.99% |
Correlation
The correlation between ETH-USD and VFH is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2015 | 0.13 |
The correlation between ETH-USD and VFH shifts across timeframes, from 0.13 (all time) to 0.27 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ETH-USD vs. VFH — Risk / Return Rank
ETH-USD
VFH
ETH-USD vs. VFH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Vanguard Financials ETF (VFH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ETH-USD | VFH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.06 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 0.28 | -0.78 |
| Martin ratioReturn relative to average drawdown | -0.88 | 0.74 | -1.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETH-USD | VFH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | 0.28 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | 0.45 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.56 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.24 | +0.50 |
Drawdowns
ETH-USD vs. VFH - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than VFH's maximum drawdown of -78.61%. Use the drawdown chart below to compare losses from any high point for ETH-USD and VFH.
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Drawdown Indicators
| ETH-USD | VFH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -78.61% | -15.40% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -14.75% | -52.78% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -17.30% | -50.23% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -25.66% | -53.69% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -44.42% | -49.59% |
Current DrawdownCurrent decline from peak | -65.60% | -7.17% | -58.43% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -18.53% | -32.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.58% | 5.60% | +38.98% |
Volatility
ETH-USD vs. VFH - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 16.88% compared to Vanguard Financials ETF (VFH) at 4.28%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than VFH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETH-USD | VFH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.88% | 4.28% | +12.60% |
Volatility (6M)Calculated over the trailing 6-month period | 46.80% | 11.34% | +35.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.55% | 14.98% | +41.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.65% | 19.34% | +40.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.04% | 22.56% | +55.48% |
Frequently Asked Questions
ETH-USD and VFH have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (16.88%) compared to VFH (4.28%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs VFH's -78.61%.
VFH currently has the higher Sharpe Ratio (0.28 vs -0.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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